NYMEX Natural Gas Future August 2014


Trading Metrics calculated at close of trading on 30-Jun-2014
Day Change Summary
Previous Current
27-Jun-2014 30-Jun-2014 Change Change % Previous Week
Open 4.444 4.419 -0.025 -0.6% 4.544
High 4.466 4.493 0.027 0.6% 4.608
Low 4.375 4.378 0.003 0.1% 4.375
Close 4.409 4.461 0.052 1.2% 4.409
Range 0.091 0.115 0.024 26.4% 0.233
ATR 0.119 0.119 0.000 -0.3% 0.000
Volume 76,327 87,437 11,110 14.6% 437,017
Daily Pivots for day following 30-Jun-2014
Classic Woodie Camarilla DeMark
R4 4.789 4.740 4.524
R3 4.674 4.625 4.493
R2 4.559 4.559 4.482
R1 4.510 4.510 4.472 4.535
PP 4.444 4.444 4.444 4.456
S1 4.395 4.395 4.450 4.420
S2 4.329 4.329 4.440
S3 4.214 4.280 4.429
S4 4.099 4.165 4.398
Weekly Pivots for week ending 27-Jun-2014
Classic Woodie Camarilla DeMark
R4 5.163 5.019 4.537
R3 4.930 4.786 4.473
R2 4.697 4.697 4.452
R1 4.553 4.553 4.430 4.509
PP 4.464 4.464 4.464 4.442
S1 4.320 4.320 4.388 4.276
S2 4.231 4.231 4.366
S3 3.998 4.087 4.345
S4 3.765 3.854 4.281
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.608 4.375 0.233 5.2% 0.121 2.7% 37% False False 91,724
10 4.784 4.375 0.409 9.2% 0.116 2.6% 21% False False 74,858
20 4.893 4.375 0.518 11.6% 0.116 2.6% 17% False False 63,440
40 4.893 4.296 0.597 13.4% 0.117 2.6% 28% False False 40,861
60 4.893 4.296 0.597 13.4% 0.110 2.5% 28% False False 30,649
80 4.893 4.296 0.597 13.4% 0.109 2.5% 28% False False 24,585
100 4.893 4.296 0.597 13.4% 0.115 2.6% 28% False False 20,945
120 4.893 3.921 0.972 21.8% 0.114 2.5% 56% False False 18,078
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.034
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.982
2.618 4.794
1.618 4.679
1.000 4.608
0.618 4.564
HIGH 4.493
0.618 4.449
0.500 4.436
0.382 4.422
LOW 4.378
0.618 4.307
1.000 4.263
1.618 4.192
2.618 4.077
4.250 3.889
Fisher Pivots for day following 30-Jun-2014
Pivot 1 day 3 day
R1 4.453 4.492
PP 4.444 4.481
S1 4.436 4.471

These figures are updated between 7pm and 10pm EST after a trading day.

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